+246.3%
ZETA vs FFIV
+101.1%
+145.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -2.4% | -1.5% | -0.9% | -1.1% |
| 30D | +15.6% | -2.7% | +18.2% | +17.7% |
| 3M | +41.5% | -1.7% | +43.2% | +42.5% |
| 6M | +63.4% | +36.1% | +27.3% | +24.9% |
| YTD | +51.3% | +52.6% | -1.3% | +5.2% |
| 1Y | +65.8% | +21.5% | +44.3% | +38.1% |
| 3Y | +279.2% | +142.7% | +136.5% | +78.1% |
| 5Y | +341.8% | +92.6% | +249.2% | +154.9% |
| All | +246.3% | +101.1% | +145.3% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling